#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Processes;
using Cephei.QL.Models;
using Cephei.QL.Math.Optimization;
using Cephei.QL.Math;
namespace Cephei.QL.Models.Equity
{
    /// <summary> 
	/// ! References:  Glosten, L., Jagannathan, R., Runkle, D., 1993. Relationship between the expected value and the volatility of the nominal excess return on stocks. Journal of Finance 48, 1779-1801  \test calibration is not implemented for GJR-GARCH
	/// </summary>
    [Guid ("01F0232E-1FF0-4ba8-B73E-ADDCCF6BC06E"),ComVisible(true)]
	public interface IGJRGARCHModel : Cephei.QL.Models.ICalibratedModel
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double Alpha {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Beta {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Gamma {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Lambda {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double Omega {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Processes.IGJRGARCHProcess Process {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double V0 {get;}
    }   

    /// <summary> 
	/// ! References:  Glosten, L., Jagannathan, R., Runkle, D., 1993. Relationship between the expected value and the volatility of the nominal excess return on stocks. Journal of Finance 48, 1779-1801  \test calibration is not implemented for GJR-GARCH Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IGJRGARCHModel_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IGJRGARCHModel Create (Cephei.QL.Processes.IGJRGARCHProcess process);
    }
}

